On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem

DOI10.1016/j.jde.2013.11.008zbMath1296.45008arXiv1112.4467OpenAlexW2963487922MaRDI QIDQ2438819

Remigijus Mikulevičius, H. Pragarauskas

Publication date: 6 March 2014

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4467

zbMATH Keywords

Lévy processesCauchy problemmartingale problemnonlocal parabolic integro-differential equations

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Martingales and classical analysis (60G46)

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